EURUSD Forex Profits
(117530196)
Subscription terms. Subscriptions to this system cost $29.00 per month.
Currencies
Focuses on currency futures.Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2018  +2.5%  +3.8%  +2.4%  +0.8%  +0.9%  +2.0%  +3.5%  +2.9%  +0.5%  +20.9%  
2019  (0.8%)  +3.4%  +2.5% 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $50,000  
Buy Power  $60,284  
Cash  $62,294  
Equity  $25  
Cumulative $  $12,355  
Total System Equity  $62,355  
Margined  $2,035  
Open P/L  $61 
Trading Record
Statistics

Strategy began4/16/2018

Suggested Minimum Cap$60,000

Strategy Age (days)307.95

Age10 months ago

What it tradesForex

# Trades470

# Profitable404

% Profitable86.00%

Avg trade duration6.6 hours

Max peaktovalley drawdown9.02%

drawdown periodMay 28, 2018  May 29, 2018

Cumul. Return24.0%

Avg win$32.95

Avg loss$15.06
 Model Account Values (Raw)

Cash$62,294

Margin Used$2,035

Buying Power$60,284
 Ratios

W:L ratio13.39:1

Sharpe Ratio2.798

Sortino Ratio4.775

Calmar Ratio7.603
 CORRELATION STATISTICS

Correlation to SP5000.11900
 Return Statistics

Ann Return (w trading costs)28.7%

Ann Return (Compnd, No Fees)29.7%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss2.50%

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)930

Popularity (Last 6 weeks)991

C2 Score92.4
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$15

Avg Win$33

# Winners404

# Losers66

% Winners86.0%
 Frequency

Avg Position Time (mins)398.88

Avg Position Time (hrs)6.65

Avg Trade Length0.3 days

Last Trade Ago0
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.28816

SD0.05886

Sharpe ratio (Glass type estimate)4.89554

Sharpe ratio (Hedges UMVUE)4.41922

df8.00000

t4.23966

p0.00142

Lowerbound of 95% confidence interval for Sharpe Ratio1.55931

Upperbound of 95% confidence interval for Sharpe Ratio8.09278

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.28700

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.55144
 Statistics related to Sortino ratio

Sortino ratio24.23990

Upside Potential Ratio25.39460

Upside part of mean0.30189

Downside part of mean0.01373

Upside SD0.09929

Downside SD0.01189

N nonnegative terms8.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations9.00000

Mean of predictor0.01468

Mean of criterion0.28816

SD of predictor0.13193

SD of criterion0.05886

Covariance0.00326

r0.41959

b (slope, estimate of beta)0.18720

a (intercept, estimate of alpha)0.29091

Mean Square Error0.00326

DF error7.00000

t(b)1.22299

p(b)0.13045

t(a)4.40815

p(a)0.00156

Lowerbound of 95% confidence interval for beta0.17475

Upperbound of 95% confidence interval for beta0.54915

Lowerbound of 95% confidence interval for alpha0.13486

Upperbound of 95% confidence interval for alpha0.44696

Treynor index (mean / b)1.53934

Jensen alpha (a)0.29091
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.28327

SD0.05791

Sharpe ratio (Glass type estimate)4.89167

Sharpe ratio (Hedges UMVUE)4.41573

df8.00000

t4.23631

p0.00143

Lowerbound of 95% confidence interval for Sharpe Ratio1.55684

Upperbound of 95% confidence interval for Sharpe Ratio8.08758

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.28469

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.54677
 Statistics related to Sortino ratio

Sortino ratio23.70580

Upside Potential Ratio24.86050

Upside part of mean0.29707

Downside part of mean0.01380

Upside SD0.09760

Downside SD0.01195

N nonnegative terms8.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations9.00000

Mean of predictor0.02257

Mean of criterion0.28327

SD of predictor0.13364

SD of criterion0.05791

Covariance0.00330

r0.42701

b (slope, estimate of beta)0.18503

a (intercept, estimate of alpha)0.28745

Mean Square Error0.00313

DF error7.00000

t(b)1.24938

p(b)0.12584

t(a)4.44098

p(a)0.00150

Lowerbound of 95% confidence interval for beta0.16517

Upperbound of 95% confidence interval for beta0.53523

Lowerbound of 95% confidence interval for alpha0.13439

Upperbound of 95% confidence interval for alpha0.44050

Treynor index (mean / b)1.53096

Jensen alpha (a)0.28745
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00388

Expected Shortfall on VaR0.01080
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00061

Expected Shortfall on VaR0.00224
 ORDER STATISTICS
 Quartiles of return rates

Number of observations9.00000

Minimum0.98970

Quartile 11.01522

Median1.03497

Quartile 31.03672

Maximum1.03821

Mean of quarter 11.00476

Mean of quarter 21.02668

Mean of quarter 31.03670

Mean of quarter 41.03754

Inter Quartile Range0.02150

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.01030

Quartile 10.01030

Median0.01030

Quartile 30.01030

Maximum0.01030

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.31561

Compounded annual return (geometric extrapolation)0.32747

Calmar ratio (compounded annual return / max draw down)31.80770

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal30.32610

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.27060

SD0.09637

Sharpe ratio (Glass type estimate)2.80781

Sharpe ratio (Hedges UMVUE)2.79800

df215.00000

t2.54943

p0.00574

Lowerbound of 95% confidence interval for Sharpe Ratio0.62978

Upperbound of 95% confidence interval for Sharpe Ratio4.97949

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.62326

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.97274
 Statistics related to Sortino ratio

Sortino ratio4.77523

Upside Potential Ratio8.85535

Upside part of mean0.50181

Downside part of mean0.23121

Upside SD0.07946

Downside SD0.05667

N nonnegative terms172.00000

N negative terms44.00000
 Statistics related to linear regression on benchmark

N of observations216.00000

Mean of predictor0.05635

Mean of criterion0.27060

SD of predictor0.16072

SD of criterion0.09637

Covariance0.00183

r0.11829

b (slope, estimate of beta)0.07093

a (intercept, estimate of alpha)0.26700

Mean Square Error0.00920

DF error214.00000

t(b)1.74266

p(b)0.04141

t(a)2.52305

p(a)0.00618

Lowerbound of 95% confidence interval for beta0.00930

Upperbound of 95% confidence interval for beta0.15116

Lowerbound of 95% confidence interval for alpha0.05832

Upperbound of 95% confidence interval for alpha0.47489

Treynor index (mean / b)3.81494

Jensen alpha (a)0.26660
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.26587

SD0.09600

Sharpe ratio (Glass type estimate)2.76943

Sharpe ratio (Hedges UMVUE)2.75976

df215.00000

t2.51458

p0.00632

Lowerbound of 95% confidence interval for Sharpe Ratio0.59192

Upperbound of 95% confidence interval for Sharpe Ratio4.94067

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.58545

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.93406
 Statistics related to Sortino ratio

Sortino ratio4.63227

Upside Potential Ratio8.68918

Upside part of mean0.49871

Downside part of mean0.23284

Upside SD0.07842

Downside SD0.05739

N nonnegative terms172.00000

N negative terms44.00000
 Statistics related to linear regression on benchmark

N of observations216.00000

Mean of predictor0.04349

Mean of criterion0.26587

SD of predictor0.16071

SD of criterion0.09600

Covariance0.00185

r0.12008

b (slope, estimate of beta)0.07173

a (intercept, estimate of alpha)0.26275

Mean Square Error0.00913

DF error214.00000

t(b)1.76948

p(b)0.03912

t(a)2.49701

p(a)0.00664

Lowerbound of 95% confidence interval for beta0.00817

Upperbound of 95% confidence interval for beta0.15163

Lowerbound of 95% confidence interval for alpha0.05534

Upperbound of 95% confidence interval for alpha0.47016

Treynor index (mean / b)3.70649

Jensen alpha (a)0.26275
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00870

Expected Shortfall on VaR0.01115
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00093

Expected Shortfall on VaR0.00263
 ORDER STATISTICS
 Quartiles of return rates

Number of observations216.00000

Minimum0.96237

Quartile 11.00001

Median1.00057

Quartile 31.00185

Maximum1.04292

Mean of quarter 10.99647

Mean of quarter 21.00030

Mean of quarter 31.00099

Mean of quarter 41.00636

Inter Quartile Range0.00184

Number outliers low20.00000

Percentage of outliers low0.09259

Mean of outliers low0.99144

Number of outliers high18.00000

Percentage of outliers high0.08333

Mean of outliers high1.01322
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.29543

VaR(95%) (moments method)0.00252

Expected Shortfall (moments method)0.00526

Extreme Value Index (regression method)0.22387

VaR(95%) (regression method)0.00356

Expected Shortfall (regression method)0.00744
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations28.00000

Minimum0.00002

Quartile 10.00036

Median0.00139

Quartile 30.00772

Maximum0.04006

Mean of quarter 10.00010

Mean of quarter 20.00080

Mean of quarter 30.00390

Mean of quarter 40.02229

Inter Quartile Range0.00737

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.10714

Mean of outliers high0.03561
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.31413

VaR(95%) (moments method)0.02416

Expected Shortfall (moments method)0.04119

Extreme Value Index (regression method)0.05360

VaR(95%) (regression method)0.02401

Expected Shortfall (regression method)0.03345
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.29725

Compounded annual return (geometric extrapolation)0.30456

Calmar ratio (compounded annual return / max draw down)7.60288

Compounded annual return / average of 25% largest draw downs13.66440

Compounded annual return / Expected Shortfall lognormal27.30520

0.00000

0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.24478

SD0.11134

Sharpe ratio (Glass type estimate)2.19855

Sharpe ratio (Hedges UMVUE)2.18584

df130.00000

t1.55461

p0.43245

Lowerbound of 95% confidence interval for Sharpe Ratio0.59023

Upperbound of 95% confidence interval for Sharpe Ratio4.97909

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.59867

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.97036
 Statistics related to Sortino ratio

Sortino ratio3.51634

Upside Potential Ratio8.17859

Upside part of mean0.56933

Downside part of mean0.32455

Upside SD0.08766

Downside SD0.06961

N nonnegative terms98.00000

N negative terms33.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.02755

Mean of criterion0.24478

SD of predictor0.19205

SD of criterion0.11134

Covariance0.00205

r0.09570

b (slope, estimate of beta)0.05548

a (intercept, estimate of alpha)0.24631

Mean Square Error0.01238

DF error129.00000

t(b)1.09200

p(b)0.43917

t(a)1.56541

p(a)0.41335

Lowerbound of 95% confidence interval for beta0.04504

Upperbound of 95% confidence interval for beta0.15601

Lowerbound of 95% confidence interval for alpha0.06500

Upperbound of 95% confidence interval for alpha0.55761

Treynor index (mean / b)4.41178

Jensen alpha (a)0.24631
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.23854

SD0.11107

Sharpe ratio (Glass type estimate)2.14755

Sharpe ratio (Hedges UMVUE)2.13514

df130.00000

t1.51855

p0.43399

Lowerbound of 95% confidence interval for Sharpe Ratio0.64052

Upperbound of 95% confidence interval for Sharpe Ratio4.92762

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.64879

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.91907
 Statistics related to Sortino ratio

Sortino ratio3.38101

Upside Potential Ratio8.01609

Upside part of mean0.56555

Downside part of mean0.32702

Upside SD0.08650

Downside SD0.07055

N nonnegative terms98.00000

N negative terms33.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.04585

Mean of criterion0.23854

SD of predictor0.19202

SD of criterion0.11107

Covariance0.00209

r0.09801

b (slope, estimate of beta)0.05669

a (intercept, estimate of alpha)0.24114

Mean Square Error0.01231

DF error129.00000

t(b)1.11851

p(b)0.43771

t(a)1.53641

p(a)0.41492

Lowerbound of 95% confidence interval for beta0.04359

Upperbound of 95% confidence interval for beta0.15697

Lowerbound of 95% confidence interval for alpha0.06939

Upperbound of 95% confidence interval for alpha0.55166

Treynor index (mean / b)4.20776

Jensen alpha (a)0.24114
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01032

Expected Shortfall on VaR0.01315
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00161

Expected Shortfall on VaR0.00420
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96237

Quartile 10.99999

Median1.00048

Quartile 31.00208

Maximum1.04292

Mean of quarter 10.99508

Mean of quarter 21.00019

Mean of quarter 31.00102

Mean of quarter 41.00745

Inter Quartile Range0.00209

Number outliers low15.00000

Percentage of outliers low0.11450

Mean of outliers low0.99045

Number of outliers high13.00000

Percentage of outliers high0.09924

Mean of outliers high1.01376
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.16082

VaR(95%) (moments method)0.00296

Expected Shortfall (moments method)0.00519

Extreme Value Index (regression method)0.35909

VaR(95%) (regression method)0.00499

Expected Shortfall (regression method)0.01133
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations19.00000

Minimum0.00002

Quartile 10.00067

Median0.00197

Quartile 30.01082

Maximum0.04006

Mean of quarter 10.00031

Mean of quarter 20.00122

Mean of quarter 30.00595

Mean of quarter 40.02597

Inter Quartile Range0.01015

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.15790

Mean of outliers high0.03561
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.31371

VaR(95%) (moments method)0.02608

Expected Shortfall (moments method)0.03235

Extreme Value Index (regression method)0.51365

VaR(95%) (regression method)0.02668

Expected Shortfall (regression method)0.03079
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.25334

Compounded annual return (geometric extrapolation)0.26939

Calmar ratio (compounded annual return / max draw down)6.72491

Compounded annual return / average of 25% largest draw downs10.37440

Compounded annual return / Expected Shortfall lognormal20.48020
Strategy Description
Recommended Brokers: FXCM and Interactive Brokers
Coupon code  UGGU53468
This coupon allows a new subscriber access to 'EURUSD Forex Profits' at reduced price.
Instead of the standard price of $29.00 per month, user of this coupon will be charged $0.00 per month.
This reduced price will remain in effect for 1 billing transactions.
Please note that this coupon expires on 20181124 04:01:00 Eastern U.S. time.
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Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
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Suggested Minimum Capital
This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.